mean statistics
Fast Scalable and Accurate Discovery of DAGs Using the Best Order Score Search and Grow-Shrink Trees
Andrews, Bryan, Ramsey, Joseph, Sanchez-Romero, Ruben, Camchong, Jazmin, Kummerfeld, Erich
Learning graphical conditional independence structures is an important machine learning problem and a cornerstone of causal discovery. However, the accuracy and execution time of learning algorithms generally struggle to scale to problems with hundreds of highly connected variables -- for instance, recovering brain networks from fMRI data. We introduce the best order score search (BOSS) and grow-shrink trees (GSTs) for learning directed acyclic graphs (DAGs) in this paradigm. BOSS greedily searches over permutations of variables, using GSTs to construct and score DAGs from permutations. GSTs efficiently cache scores to eliminate redundant calculations. BOSS achieves state-of-the-art performance in accuracy and execution time, comparing favorably to a variety of combinatorial and gradient-based learning algorithms under a broad range of conditions. To demonstrate its practicality, we apply BOSS to two sets of resting-state fMRI data: simulated data with pseudo-empirical noise distributions derived from randomized empirical fMRI cortical signals and clinical data from 3T fMRI scans processed into cortical parcels. BOSS is available for use within the TETRAD project which includes Python and R wrappers.
Conditional mean field
Carbonetto, Peter, Freitas, Nando D.
Despite all the attention paid to variational methods based on sum-product message passing (loopy belief propagation, tree-reweighted sum-product), these methods are still bound to inference on a small set of probabilistic models. Mean field approximations have been applied to a broader set of problems, but the solutions are often poor. We propose a new class of conditionally-specified variational approximations based on mean field theory. While not usable on their own, combined with sequential Monte Carlo they produce guaranteed improvements over conventional mean field. Moreover, experiments on a well-studied problem-- inferring the stable configurations of the Ising spin glass--show that the solutions can be significantly better than those obtained using sum-product-based methods.
Conditional mean field
Carbonetto, Peter, Freitas, Nando D.
Despite all the attention paid to variational methods based on sum-product message passing (loopy belief propagation, tree-reweighted sum-product), these methods are still bound to inference on a small set of probabilistic models. Mean field approximations have been applied to a broader set of problems, but the solutions are often poor. We propose a new class of conditionally-specified variational approximations based on mean field theory. While not usable on their own, combined with sequential Monte Carlo they produce guaranteed improvements over conventional mean field. Moreover, experiments on a well-studied problem-- inferring the stable configurations of the Ising spin glass--show that the solutions can be significantly better than those obtained using sum-product-based methods.
Conditional mean field
Carbonetto, Peter, Freitas, Nando D.
Despite all the attention paid to variational methods based on sum-product message passing(loopy belief propagation, tree-reweighted sum-product), these methods are still bound to inference on a small set of probabilistic models. Mean field approximations have been applied to a broader set of problems, but the solutions are often poor. We propose a new class of conditionally-specified variational approximations basedon mean field theory. While not usable on their own, combined with sequential Monte Carlo they produce guaranteed improvements over conventional mean field. Moreover, experiments on a well-studied problem-- inferring the stable configurations of the Ising spin glass--show that the solutions can be significantly better than those obtained using sum-product-based methods.